Historical Year Data · 2024
5Y Treasury minus Fed Funds in 2024
5Y Treasury minus Fed Funds opened 2024 at -140 bps and closed at 5 bps, a +103.57% move for the year. The high of 12 bps was reached on December 27, and the low of -192 bps on September 16.
Open
-140 bps
2024-01
Close
5 bps
250 data points
High
12 bps
Dec 27
Low
-192 bps
Sep 16
Full Year Change
+103.57%
2023 Change
-282.05%
Monthly Breakdown
| Month | Open | Close | High | Low | Change |
|---|---|---|---|---|---|
| Jan | -140 bps | -142 bps | -125 bps | -149 bps | -1.43% |
| Feb | -153 bps | -107 bps | -100 bps | -153 bps | +30.07% |
| Mar | -116 bps | -112 bps | -97 bps | -127 bps | +3.45% |
| Apr | -99 bps | -61 bps | -61 bps | -103 bps | +38.38% |
| May | -69 bps | -81 bps | -69 bps | -98 bps | -17.39% |
| Jun | -91 bps | -100 bps | -85 bps | -111 bps | -9.89% |
| Jul | -89 bps | -136 bps | -89 bps | -136 bps | -52.81% |
| Aug | -149 bps | -162 bps | -149 bps | -171 bps | -8.72% |
| Sep | -168 bps | -125 bps | -125 bps | -192 bps | +25.60% |
| Oct | -132 bps | -68 bps | -68 bps | -132 bps | +48.48% |
| Nov | -61 bps | -53 bps | -26 bps | -67 bps | +13.11% |
| Dec | -50 bps | 5 bps | 12 bps | -55 bps | +110.00% |
Events During 2024
Related Metrics
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